When Testing R Linear Restrictions Imposed on the Model Y

question 76

Multiple Choice

When testing r linear restrictions imposed on the model y = β₀ + β₁x₁ + ...+ β_kx_k + ε,the test statistic is assumed to follow the F(df₁,df₂) distribution with ____________________.

• A) df1 = k and df₂ = n - k - 1
• B) df₁ = k - 1 and df₂ = n - k - 1
• C) df₁ = r and df₂ = n - k
• D) df₁ = r and df₂ = n - k - 1